Hedgefonds: systematische Risiken und portable Alphas
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | German |
| Veröffentlicht: |
Lohmar
Eul
2009
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturverz. S. 83 - 86 |
| Beschreibung: | XI, 86 S. graph. Darst. 21 cm, 157 gr. |
| ISBN: | 9783899368338 |
Internformat
MARC
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| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Literaturverz. S. 83 - 86 | ||
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Datensatz im Suchindex
| _version_ | 1804141175819468800 |
|---|---|
| adam_text | INHALTSVERZEICHNIS INHALTSVERZEICHNIS V ABBILDUNGSVERZEICHNIS VII
TABELLENVERZEICHNIS IX ABKTTRZUNGSVERZEICHNIS XI 1 EINLEITUNG 1 2
DEFINITIONEN UND CHARAKTERISTIKA VON HEDGEFONDS .......... . »...3 2.1
HEDGEFONDS ALS ANLAGEINSTRUMENT 3 2.2 HEDGEFONDSDATENBANKEN 4 3
PERFORROANCEMESSUNG......................................................................................
7 3.1 PERFORMANCEBEWERTUNG VON INVESTMENTFONDS 7 3.2 PROBLEME BEI DER
BETRACHTUNG VON HEDGEFONDS 9 3.3 HEDGEFONDSINDIZES ALS
PERFORMANCEBENCHMARK 11 3.4 ALTERNATIVE RISIKOFAKTOREN ALS LOESUNGSANSATZ
12 4 ALTERNATIVE RISIKOFAKTOREN VON HEDGEFONDS . ............. 1S 4.1
RISIKOFAKTOREN VON TREND FOLLOWING HEDGEFONDSSTILEN 15 4.2 KONSTRUKTION
DER LOOKBACK STRADDLE PORTFOLIOS 20 4.3 RISIKOFAKTOREN VON FIXED-INCOME
HEDGEFONDSSTILEN 23 4.4 RISIKOFAKTOREN VON EQUITY HEDGEFONDSSTILEN 30
4.5 RISIKOFAKTOREN VON MERGER ARBITRAGE HEDGEFONDSSTILEN 34 5
PERFORMANCEBENCHMARKS FUER HEDGEFONDS 39 6 PORTABLE ALPBAS AUS HEDGEFONDS
................................................................. 45 6.1
DAS PORTABLE ALPHA KONZEPT 45 6.2 PORTABLE ALPHAS AUS EQUITY LONG/SHORT
HEDGEFONDS 48 6.3 EMPIRISCHE ERGEBNISSE ZU PORTABLE ALPHAS AUS ELSHF 52
6.4 TAUGLICHKEIT ANDERER HEDGEFONDSSTILE FUER DAS PORTABLE ALPHA KONZEPT
59 6. BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/996063218
DIGITALISIERT DURCH
|
| any_adam_object | 1 |
| author | Tsotsonos, Paraskevas |
| author_facet | Tsotsonos, Paraskevas |
| author_role | aut |
| author_sort | Tsotsonos, Paraskevas |
| author_variant | p t pt |
| building | Verbundindex |
| bvnumber | BV036104512 |
| classification_rvk | QK 530 |
| ctrlnum | (OCoLC)463794814 (DE-599)DNB996063218 |
| dewey-full | 332.64524 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64524 |
| dewey-search | 332.64524 |
| dewey-sort | 3332.64524 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV036104512 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:11:42Z |
| institution | BVB |
| isbn | 9783899368338 |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018994807 |
| oclc_num | 463794814 |
| open_access_boolean | |
| owner | DE-1102 DE-19 DE-BY-UBM |
| owner_facet | DE-1102 DE-19 DE-BY-UBM |
| physical | XI, 86 S. graph. Darst. 21 cm, 157 gr. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Eul |
| record_format | marc |
| spelling | Tsotsonos, Paraskevas Verfasser aut Hedgefonds systematische Risiken und portable Alphas Paraskevas Tsotsonos Lohmar Eul 2009 XI, 86 S. graph. Darst. 21 cm, 157 gr. txt rdacontent n rdamedia nc rdacarrier Literaturverz. S. 83 - 86 Hedge Fund Hedgefonds stw Portfolio-Management stw Risiko stw Theorie stw Wertpapieranalyse stw Hedge Fund (DE-588)4444016-9 gnd rswk-swf Hedge Fund (DE-588)4444016-9 s DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018994807&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Tsotsonos, Paraskevas Hedgefonds systematische Risiken und portable Alphas Hedge Fund Hedgefonds stw Portfolio-Management stw Risiko stw Theorie stw Wertpapieranalyse stw Hedge Fund (DE-588)4444016-9 gnd |
| subject_GND | (DE-588)4444016-9 |
| title | Hedgefonds systematische Risiken und portable Alphas |
| title_auth | Hedgefonds systematische Risiken und portable Alphas |
| title_exact_search | Hedgefonds systematische Risiken und portable Alphas |
| title_full | Hedgefonds systematische Risiken und portable Alphas Paraskevas Tsotsonos |
| title_fullStr | Hedgefonds systematische Risiken und portable Alphas Paraskevas Tsotsonos |
| title_full_unstemmed | Hedgefonds systematische Risiken und portable Alphas Paraskevas Tsotsonos |
| title_short | Hedgefonds |
| title_sort | hedgefonds systematische risiken und portable alphas |
| title_sub | systematische Risiken und portable Alphas |
| topic | Hedge Fund Hedgefonds stw Portfolio-Management stw Risiko stw Theorie stw Wertpapieranalyse stw Hedge Fund (DE-588)4444016-9 gnd |
| topic_facet | Hedge Fund Hedgefonds Portfolio-Management Risiko Theorie Wertpapieranalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018994807&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT tsotsonosparaskevas hedgefondssystematischerisikenundportablealphas |